Literatura académica sobre el tema "Financial time series"
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Artículos de revistas sobre el tema "Financial time series"
Politis, Dimitris N. "Financial time series". Wiley Interdisciplinary Reviews: Computational Statistics 1, n.º 2 (19 de agosto de 2009): 157–66. http://dx.doi.org/10.1002/wics.24.
Texto completoDingli, Alexiei y Karl Sant Fournier. "Financial Time Series Forecasting – A Deep Learning Approach". International Journal of Machine Learning and Computing 7, n.º 5 (octubre de 2017): 118–22. http://dx.doi.org/10.18178/ijmlc.2017.7.5.632.
Texto completoAnderson, Gordon y Stephen Taylor. "Modelling Financial Time Series." Economic Journal 97, n.º 386 (junio de 1987): 512. http://dx.doi.org/10.2307/2232901.
Texto completoRuiz, Esther y Lorenzo Pascual. "Bootstrapping Financial Time Series". Journal of Economic Surveys 16, n.º 3 (julio de 2002): 271–300. http://dx.doi.org/10.1111/1467-6419.00170.
Texto completoGemmill, Gordon. "Modelling financial time series". International Journal of Forecasting 4, n.º 3 (enero de 1988): 496–97. http://dx.doi.org/10.1016/0169-2070(88)90115-x.
Texto completoKinsella, A. y Stephen Taylor. "Modelling Financial Time Series." Statistician 36, n.º 4 (1987): 433. http://dx.doi.org/10.2307/2348865.
Texto completoBaillie, Richard T. "Modelling financial time series". European Journal of Operational Research 32, n.º 1 (octubre de 1987): 156–58. http://dx.doi.org/10.1016/0377-2217(87)90287-6.
Texto completoTaivan, Ariuna. "Financial Development And Economic Growth Revisited: Time Series Evidence". International Journal of Trade, Economics and Finance 9, n.º 3 (junio de 2018): 116–20. http://dx.doi.org/10.18178/ijtef.2018.9.3.599.
Texto completoAnderson, G. "Correction: Modelling Financial Time Series". Economic Journal 98, n.º 391 (junio de 1988): 566. http://dx.doi.org/10.2307/2233416.
Texto completoAudrino, Francesco. "Synchronizing multivariate financial time series". Journal of Risk 6, n.º 2 (febrero de 2004): 81–106. http://dx.doi.org/10.21314/jor.2004.105.
Texto completoTesis sobre el tema "Financial time series"
Yin, Jiang Ling. "Financial time series analysis". Thesis, University of Macau, 2011. http://umaclib3.umac.mo/record=b2492929.
Texto completoRuiz, Ortega Esther. "Heteroscedasticity in financial time series". Thesis, London School of Economics and Political Science (University of London), 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308386.
Texto completoBuonocore, Riccardo Junior. "Complexity in financial time-series". Thesis, King's College London (University of London), 2018. https://kclpure.kcl.ac.uk/portal/en/theses/complexity-in-financial-timeseries(7c54cd37-fd3a-475b-83c1-539a55b4e3f9).html.
Texto completoLee, Seonhwi. "Essays in financial time series". Thesis, University of Exeter, 2015. http://hdl.handle.net/10871/18569.
Texto completoIshida, Isao. "Essays on financial time series /". Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2004. http://wwwlib.umi.com/cr/ucsd/fullcit?p3153696.
Texto completoMercurio, Danilo. "Adaptive estimation for financial time series". Doctoral thesis, [S.l. : s.n.], 2004. http://deposit.ddb.de/cgi-bin/dokserv?idn=972597263.
Texto completoYiu, Fu-keung y 饒富強. "Time series analysis of financial index". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31267804.
Texto completoKaranasos, Menelaos. "Essays on financial time series models". Thesis, Birkbeck (University of London), 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.286252.
Texto completoDunne, Peter Gerard. "Essays in financial time-series analysis". Thesis, Queen's University Belfast, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.337690.
Texto completoSchwill, Stephan. "Entropy analysis of financial time series". Thesis, University of Manchester, 2016. https://www.research.manchester.ac.uk/portal/en/theses/entropy-analysis-of-financial-time-series(7e0c84fe-5d0b-41bc-96c6-5e41ffa5b8fe).html.
Texto completoLibros sobre el tema "Financial time series"
Modelling financial time series. Chichester [West Sussex]: Wiley, 1986.
Buscar texto completoModelling financial time series. 2a ed. New Jersey: World Scientific, 2008.
Buscar texto completoTsay, Ruey S. Analysis of financial time series: Financial econometrics. New York: Wiley, 2002.
Buscar texto completoTsay, Ruey S. Analysis of Financial Time Series. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2005. http://dx.doi.org/10.1002/0471746193.
Texto completoMikosch, Thomas, Jens-Peter Kreiß, Richard A. Davis y Torben Gustav Andersen, eds. Handbook of Financial Time Series. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-71297-8.
Texto completoTsay, Ruey S. Analysis of Financial Time Series. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2010. http://dx.doi.org/10.1002/9780470644560.
Texto completoTsay, Ruey S. Analysis of Financial Time Series. New York: John Wiley & Sons, Ltd., 2005.
Buscar texto completoJens-Peter, Kreiß, Davis Richard A, Andersen Torben Gustav y SpringerLink (Online service), eds. Handbook of Financial Time Series. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2009.
Buscar texto completoAnalysis of financial time series. 2a ed. Hoboken, N.J: Wiley, 2005.
Buscar texto completoAnalysis of financial time series. 3a ed. Cambridge, Mass: Wiley, 2010.
Buscar texto completoCapítulos de libros sobre el tema "Financial time series"
Old, Oliver. "Financial time series". En Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model, 13–31. Wiesbaden: Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-38618-4_2.
Texto completoSchmidt, Ruth A. y Helen Wright. "Time Series Analysis". En Financial Aspects of Marketing, 91–100. London: Macmillan Education UK, 1996. http://dx.doi.org/10.1007/978-1-349-25020-2_11.
Texto completoBasalto, Nicolas y Francesco De Carlo. "Clustering financial time series". En Practical Fruits of Econophysics, 252–56. Tokyo: Springer Tokyo, 2006. http://dx.doi.org/10.1007/4-431-28915-1_46.
Texto completoBorak, Szymon, Wolfgang Karl Härdle y Brenda López Cabrera. "Financial Time Series Models". En Statistics of Financial Markets, 123–33. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11134-1_11.
Texto completoBorak, Szymon, Wolfgang Karl Härdle y Brenda López-Cabrera. "Financial Time Series Models". En Universitext, 131–41. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-33929-5_11.
Texto completoGupta, Kartikay y Niladri Chatterjee. "Financial Time Series Clustering". En Information and Communication Technology for Intelligent Systems (ICTIS 2017) - Volume 2, 146–56. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-63645-0_16.
Texto completoAljandali, Abdulkader y Motasam Tatahi. "Time Series Analysis". En Economic and Financial Modelling with EViews, 37–55. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-92985-9_3.
Texto completoAljandali, Abdulkader y Motasam Tatahi. "Time Series Modelling". En Economic and Financial Modelling with EViews, 57–71. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-92985-9_4.
Texto completoBorak, Szymon, Wolfgang Karl Härdle y Brenda López Cabrera. "ARIMA Time Series Models". En Statistics of Financial Markets, 135–54. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11134-1_12.
Texto completoFranke, Jürgen, Wolfgang Karl Härdle y Christian Matthias Hafner. "ARIMA Time Series Models". En Statistics of Financial Markets, 255–82. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-16521-4_12.
Texto completoActas de conferencias sobre el tema "Financial time series"
Hong Zhang, Wenguo Li y Qiang Yu. "Multifractality of financial time series". En 2009 International Conference on Future BioMedical Information Engineering (FBIE). IEEE, 2009. http://dx.doi.org/10.1109/fbie.2009.5405890.
Texto completoHe-Shan Guam y Qing-Shan Jiang. "Cluster financial time series for portfolio". En 2007 International Conference on Wavelet Analysis and Pattern Recognition. IEEE, 2007. http://dx.doi.org/10.1109/icwapr.2007.4420788.
Texto completoCHENG, B. y H. TONG. "INTERVAL PREDICTION OF FINANCIAL TIME SERIES". En Proceedings of the Hong Kong International Workshop on Statistics in Finance. PUBLISHED BY IMPERIAL COLLEGE PRESS AND DISTRIBUTED BY WORLD SCIENTIFIC PUBLISHING CO., 2000. http://dx.doi.org/10.1142/9781848160156_0014.
Texto completoLapenta, Evangelina S. y Sara M. Abecasis. "Identifying Nonlinearity in Financial Time Series". En 5. Congresso Brasileiro de Redes Neurais. CNRN, 2016. http://dx.doi.org/10.21528/cbrn2001-022.
Texto completoTang, Kecheng y Bo Yuan. "Markov reconstruction of financial time series". En 2013 Fourth International Conference on Intelligent Control and Information Processing (ICICIP). IEEE, 2013. http://dx.doi.org/10.1109/icicip.2013.6568112.
Texto completoGopikrishnan, Parameswaran. "Financial time series: A physics perspective". En Third tohwa university international conference on statistical physics. AIP, 2000. http://dx.doi.org/10.1063/1.1291641.
Texto completoLei, Su Te y Kang Zhang. "Visual signatures for financial time series". En the 2011 Visual Information Communication - International Symposium. New York, New York, USA: ACM Press, 2011. http://dx.doi.org/10.1145/2016656.2016672.
Texto completoMei, Xu y Huang Chao. "Financial time series difference analysis based on symbolic time series method". En 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882598.
Texto completoZhang, Hong, Haikun Zhou, Zhimin Liu y Keqiang Dong. "The Long-term Correlation of Conditional Time Series of Financial Time Series". En 2009 Third International Symposium on Intelligent Information Technology Application. IEEE, 2009. http://dx.doi.org/10.1109/iita.2009.124.
Texto completoYaohui Bai, Jiancheng Sun, Jianguo Luo y Xiaobin Zhang. "Forecasting financial time series with ensemble learning". En 2010 International Symposium on Intelligent Signal Processing and Communications Systems (ISPACS 2010). IEEE, 2010. http://dx.doi.org/10.1109/ispacs.2010.5704751.
Texto completoInformes sobre el tema "Financial time series"
Bielinskyi, Andrii O., Serhii V. Hushko, Andriy V. Matviychuk, Oleksandr A. Serdyuk, Сергій Олексійович Семеріков, Володимир Миколайович Соловйов, Андрій Іванович Білінський, Андрій Вікторович Матвійчук y О. А. Сердюк. Irreversibility of financial time series: a case of crisis. Криворізький державний педагогічний університет, diciembre de 2021. http://dx.doi.org/10.31812/123456789/6975.
Texto completoOsipov, Gennadij Sergeevich, Natella Semenovna Vashakidze y Galina Viktorovna Filippova. Basics of forecasting financial time series based on NeuroXL Predictor. Постулат, 2017. http://dx.doi.org/10.18411/postulat-2017-7.
Texto completoСоловйов, Володимир Миколайович, V. Saptsin y D. Chabanenko. Markov chains applications to the financial-economic time series predictions. Transport and Telecommunication Institute, 2011. http://dx.doi.org/10.31812/0564/1189.
Texto completoSoloviev, V., V. Saptsin y D. Chabanenko. Financial time series prediction with the technology of complex Markov chains. Брама-Україна, 2014. http://dx.doi.org/10.31812/0564/1305.
Texto completoСоловйов, Володимир Миколайович, V. Saptsin y D. Chabanenko. Financial time series prediction with the technology of complex Markov chains. Transport and Telecommunication Institute, 2010. http://dx.doi.org/10.31812/0564/1145.
Texto completoСоловйов, Володимир Миколайович, Vladimir Saptsin y Dmitry Chabanenko. Prediction of financial time series with the technology of high-order Markov chains. AGSOE, marzo de 2009. http://dx.doi.org/10.31812/0564/1131.
Texto completoSoloviev, Vladimir, Oleksandr Serdiuk, Serhiy Semerikov y Arnold Kiv. Recurrence plot-based analysis of financial-economic crashes. [б. в.], octubre de 2020. http://dx.doi.org/10.31812/123456789/4121.
Texto completoGomez-Gonzalez, Jose E., Jorge M. Uribe y Oscar M. Valencia. Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter. Inter-American Development Bank, mayo de 2022. http://dx.doi.org/10.18235/0004266.
Texto completoBielinskyi, Andrii O., Oleksandr A. Serdyuk, Сергій Олексійович Семеріков, Володимир Миколайович Соловйов, Андрій Іванович Білінський y О. А. Сердюк. Econophysics of cryptocurrency crashes: a systematic review. Криворізький державний педагогічний університет, diciembre de 2021. http://dx.doi.org/10.31812/123456789/6974.
Texto completoСоловйов, В. М., В. В. Соловйова y Д. М. Чабаненко. Динаміка параметрів α-стійкого процесу Леві для розподілів прибутковостей фінансових часових рядів. ФО-П Ткачук О. В., 2014. http://dx.doi.org/10.31812/0564/1336.
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